Refer to the ANOVA table for this regression Source Regression Residual 1,192,01
ID: 1145793 • Letter: R
Question
Refer to the ANOVA table for this regression Source Regression Residual 1,192,019 20 1,602,669 45 2,794,688 65 MS 59,601 35,615 Total (a) State the degrees of freedom for the F test for overall significance The degrees of freedom for regression are 20 and for error 45 (b) Use Appendix F to look up the critical value of F for = .05. (Round your answer to 2 decimal places.) 05 (c-1) Calculate the F statistic. (Round your answer to 4 decimal places.) F statistic (c-2) The overall regression is significant. No O Yes (c-3) The hypotheses is a. Ho' All the coefficients are zero (81-2-3-0) vs. H1: At least one coefficient is not zero b. HO At least one coefficient is non-zero vs. H1: All the coefficients are zero (81-2-3-0)Explanation / Answer
b) From the table F value is = 1.95
c-1) F-statistic = (ESS/df)/(RSS/df)
F= 59601/35615 = 1.67
c-2) No, the overall regression is not significant because the F-calculated < F-critical.
c-3) The correct option is a)
d) R2 = ESS/TSS = (1192019/2794688) = 0.426
Adjusted R2 = 1 –[(1-R2)(N-1)/(N-k-1)] = 1-[(1-0.426)(65)/45]
Adjusted R2 = 1-(0.829) = 0.171